+1,108.8%
LNG vs GAP
+569.7%
+539.1%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.2% | -5.4% |
| 7D | -6.2% | +1.7% | -7.9% | -6.5% |
| 30D | +8.0% | +9.3% | -1.3% | +5.6% |
| 3M | +16.9% | +6.1% | +10.8% | +14.5% |
| 6M | +8.7% | -2.3% | +10.9% | +7.4% |
| YTD | +43.0% | -10.6% | +53.6% | +43.3% |
| 1Y | +19.4% | -4.4% | +23.9% | +17.0% |
| 3Y | +74.7% | +118.3% | -43.6% | +27.6% |
| 5Y | +222.4% | +12.2% | +210.2% | +157.2% |
| 10Y | +532.2% | +33.7% | +498.5% | +297.0% |
| All | +1,108.8% | +569.7% | +539.1% | +199.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling